Forecasting time series with missing data using Holt's model

DOI10.1016/j.jspi.2009.01.004zbMath1162.62088MaRDI QIDQ1022012

Ana Corberán-Vallet, Enriqueta Vercher, José D. Bermúdez

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.01.004

zbMATH Keywords

EM algorithm; linear model; forecasting; exponential smoothing; data transformation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Multi-step prediction of time series with random missing data

Uses Software

• R
• LBFGS-B

Cites Work

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